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Numerical methods for structured markov chains

By: Contributor(s): Material type: TextTextLanguage: English Series: Numerical mathematics and scientific computationPublication details: Oxford OUP 2005Description: xi,327pISBN:
  • 0-19-852768-3
Subject(s): DDC classification:
  • 519.233 B613
Summary: Part 1 covers a basic description of the fundamental concepts related to Markov chains, a systematic treatment of the structure matrix tools, including finite Toeplitz matrices, displacement operators, FFT, and the infinite block Toeplitz matrices, their
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Part 1 covers a basic description of the fundamental concepts related to Markov chains, a systematic treatment of the structure matrix tools, including finite Toeplitz matrices, displacement operators, FFT, and the infinite block Toeplitz matrices, their

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